I created a blog site in SP2010 and I faced some problems and I will explain them step by step with each solution, after blog site created then from the Site Actions => Site settings, I didn’t find the master page feature enabled to change the custom development master page so you having to enable publishing features to be able to do this through the UI.

After applying the custom master page to change, the new master page did not render on the blog site.

And according to Microsoft Support (http://support.microsoft.com/kb/936908) this just happen if you using a template other than one of the templates on the Publishing tab of the New SharePoint Site page, and they suggested work around on this issue, to use system master to apply the custom master page and actually I don’t know if this is a bug in Microsoft or not but if you compelled you have to use this solution till now.

Good luck and I hope this information is helpful to you and please feel free to write your comment.